Section 3: library functions
dpbtrs.f – SynopsisFunctions/Subroutinessubroutine dpbtrs (UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO) DPBTRS Function/Subroutine Documentationsubroutine dpbtrs (characterUPLO, integerN, integerKD, integerNRHS, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( ldb, * )B, integerLDB, integerINFO)DPBTRS Purpose: DPBTRS solves a system of linear equations A*X = B with a symmetric positive definite band matrix A…
dpbtrf.f – SynopsisFunctions/Subroutinessubroutine dpbtrf (UPLO, N, KD, AB, LDAB, INFO) DPBTRF Function/Subroutine Documentationsubroutine dpbtrf (characterUPLO, integerN, integerKD, double precision, dimension( ldab, * )AB, integerLDAB, integerINFO)DPBTRF Purpose: DPBTRF computes the Cholesky factorization of a real symmetric positive definite band matrix A. The factorization has the form A = U**T * U, if UPLO = ‘U’, or…
dpbtrf.f – SynopsisFunctions/Subroutinessubroutine dpbtrf (UPLO, N, KD, AB, LDAB, INFO) DPBTRF Function/Subroutine Documentationsubroutine dpbtrf (characterUPLO, integerN, integerKD, double precision, dimension( ldab, * )AB, integerLDAB, integerINFO)DPBTRF Purpose: DPBTRF computes the Cholesky factorization of a real symmetric positive definite band matrix A. The factorization has the form A = U**T * U, if UPLO = ‘U’, or…
dpbtf2.f – SynopsisFunctions/Subroutinessubroutine dpbtf2 (UPLO, N, KD, AB, LDAB, INFO) DPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm). Function/Subroutine Documentationsubroutine dpbtf2 (characterUPLO, integerN, integerKD, double precision, dimension( ldab, * )AB, integerLDAB, integerINFO)DPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm). Purpose: DPBTF2 computes the…
dpbsvx.f – SynopsisFunctions/Subroutinessubroutine dpbsvx (FACT, UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO) DPBSVX computes the solution to system of linear equations A * X = B for OTHER matrices Function/Subroutine Documentationsubroutine dpbsvx (characterFACT, characterUPLO, integerN, integerKD, integerNRHS, double precision, dimension( ldab, *…
dpbsv.f – SynopsisFunctions/Subroutinessubroutine dpbsv (UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO) DPBSV computes the solution to system of linear equations A * X = B for OTHER matrices Function/Subroutine Documentationsubroutine dpbsv (characterUPLO, integerN, integerKD, integerNRHS, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( ldb, * )B, integerLDB, integerINFO) DPBSV computes the…
dpbstf.f – SynopsisFunctions/Subroutinessubroutine dpbstf (UPLO, N, KD, AB, LDAB, INFO) DPBSTF Function/Subroutine Documentationsubroutine dpbstf (characterUPLO, integerN, integerKD, double precision, dimension( ldab, * )AB, integerLDAB, integerINFO)DPBSTF Purpose: DPBSTF computes a split Cholesky factorization of a real symmetric positive definite band matrix A. This routine is designed to be used in conjunction with DSBGST. The factorization has…
dpbrfs.f – SynopsisFunctions/Subroutinessubroutine dpbrfs (UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO) DPBRFS Function/Subroutine Documentationsubroutine dpbrfs (characterUPLO, integerN, integerKD, integerNRHS, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( ldafb, * )AFB, integerLDAFB, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( ldx, *…
dpbequ.f – SynopsisFunctions/Subroutinessubroutine dpbequ (UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO) DPBEQU Function/Subroutine Documentationsubroutine dpbequ (characterUPLO, integerN, integerKD, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( * )S, double precisionSCOND, double precisionAMAX, integerINFO)DPBEQU Purpose: DPBEQU computes row and column scalings intended to equilibrate a symmetric positive definite band matrix A and…
dpbcon.f – SynopsisFunctions/Subroutinessubroutine dpbcon (UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK, IWORK, INFO) DPBCON Function/Subroutine Documentationsubroutine dpbcon (characterUPLO, integerN, integerKD, double precision, dimension( ldab, * )AB, integerLDAB, double precisionANORM, double precisionRCOND, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)DPBCON Purpose: DPBCON estimates the reciprocal of the condition number (in the 1-norm) of…
QuantLib::IncrementalStatistics – Statistics tool based on incremental accumulation. Synopsis#include <ql/math/statistics/incrementalstatistics.hpp> Public Typestypedef Real value_type Public Member FunctionsInspectors Size samples () const number of samples collected Real weightSum () const sum of data weights Real mean () const Real variance () const Real standardDeviation () const Real errorEstimate () const Real skewness () const Real kurtosis…
QuantLib::IncrementalStatistics – Statistics tool based on incremental accumulation. Synopsis#include <ql/math/statistics/incrementalstatistics.hpp> Public Typestypedef Real value_type Public Member FunctionsInspectors Size samples () const number of samples collected Real weightSum () const sum of data weights Real mean () const Real variance () const Real standardDeviation () const Real errorEstimate () const Real skewness () const Real kurtosis…
QuantLib::IncrementalStatistics – Statistics tool based on incremental accumulation. Synopsis#include <ql/math/statistics/incrementalstatistics.hpp> Public Typestypedef Real value_type Public Member FunctionsInspectors Size samples () const number of samples collected Real weightSum () const sum of data weights Real mean () const Real variance () const Real standardDeviation () const Real errorEstimate () const Real skewness () const Real kurtosis…
QuantLib::IncrementalStatistics – Statistics tool based on incremental accumulation. Synopsis#include <ql/math/statistics/incrementalstatistics.hpp> Public Typestypedef Real value_type Public Member FunctionsInspectors Size samples () const number of samples collected Real weightSum () const sum of data weights Real mean () const Real variance () const Real standardDeviation () const Real errorEstimate () const Real skewness () const Real kurtosis…
QuantLib::IncrementalStatistics – Statistics tool based on incremental accumulation. Synopsis#include <ql/math/statistics/incrementalstatistics.hpp> Public Typestypedef Real value_type Public Member FunctionsInspectors Size samples () const number of samples collected Real weightSum () const sum of data weights Real mean () const Real variance () const Real standardDeviation () const Real errorEstimate () const Real skewness () const Real kurtosis…
QuantLib::ExtendedTian – Tian tree: third moment matching, multiplicative approach Synopsis#include <ql/experimental/lattices/extendedbinomialtree.hpp> Inherits ExtendedBinomialTree< ExtendedTian >. Public Member FunctionsExtendedTian (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike) Real underlying (Size i, Size index) const Real probability (Size, Size, Size branch) const Protected AttributesReal up_ Real down_ Real pu_ Real pd_ Detailed DescriptionTian tree:…
system_data_types – overview of system data types Descriptionaiocb Include: <aio.h>. struct aiocb { int aio_fildes; /* File descriptor */ off_t aio_offset; /* File offset */ volatile void *aio_buf; /* Location of buffer */ size_t aio_nbytes; /* Length of transfer */ int aio_reqprio; /* Request priority offset */ struct sigevent aio_sigevent; /* Signal number and value */ int aio_lio_opcode;/* Operation to be performed */ }; For further information about this structure, see aio(7). Conforming to: POSIX.1-2001 and later. See also: aio_cancel(3), aio_error(3),…
dormtr.f – SynopsisFunctions/Subroutinessubroutine dormtr (SIDE, UPLO, TRANS, M, N, A, LDA, TAU, C, LDC, WORK, LWORK, INFO) DORMTR Function/Subroutine Documentationsubroutine dormtr (characterSIDE, characterUPLO, characterTRANS, integerM, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )TAU, double precision, dimension( ldc, * )C, integerLDC, double precision, dimension( * )WORK, integerLWORK, integerINFO)DORMTR Purpose: DORMTR overwrites…
dormrz.f – SynopsisFunctions/Subroutinessubroutine dormrz (SIDE, TRANS, M, N, K, L, A, LDA, TAU, C, LDC, WORK, LWORK, INFO) DORMRZ Function/Subroutine Documentationsubroutine dormrz (characterSIDE, characterTRANS, integerM, integerN, integerK, integerL, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )TAU, double precision, dimension( ldc, * )C, integerLDC, double precision, dimension( * )WORK, integerLWORK, integerINFO)DORMRZ Purpose:…
dormrq.f – SynopsisFunctions/Subroutinessubroutine dormrq (SIDE, TRANS, M, N, K, A, LDA, TAU, C, LDC, WORK, LWORK, INFO) DORMRQ Function/Subroutine Documentationsubroutine dormrq (characterSIDE, characterTRANS, integerM, integerN, integerK, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )TAU, double precision, dimension( ldc, * )C, integerLDC, double precision, dimension( * )WORK, integerLWORK, integerINFO)DORMRQ Purpose: DORMRQ overwrites…